+52.1%
CIFR vs UNP
+51.4%
+0.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.6% |
| 7D | +26.7% | -0.7% | +27.4% | +27.2% |
| 30D | +7.7% | -1.1% | +8.9% | +8.2% |
| 3M | -23.8% | +7.9% | -31.7% | -28.3% |
| 6M | +35.9% | +14.6% | +21.3% | +22.1% |
| YTD | +25.4% | +26.6% | -1.2% | +5.2% |
| 1Y | +139.8% | +35.6% | +104.2% | +89.9% |
| 3Y | +515.0% | +45.5% | +469.5% | +377.6% |
| 5Y | +52.1% | +50.0% | +2.1% | +9.4% |
| All | +52.1% | +51.4% | +0.7% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling